I hate to say it, but its time to get a lawyer. Seriously.
A move away case is complicated. If he won't compromise, then its time for a battle. And a battle should include an attorney. He will know how to present the mental issues, or if a psych exam would be helpful.
Sorry I don't have easier advice (or cheaper advice), but I think if you really, really want to move to Arizona you should hire a competent family law attorney.
That might be difficult and expensive. Could the PI see inside the house to see what was happening?
I think the PI might be a good idea, but run it by the attorney. He/she will need to develop a game plan, and the PI and the psych exam may be done. He/she may also have a favorite PI and psychologist, so I would wait until you meet with the attorney.
The best way to find an attorney is to ask friends and relatives. With such a high divorce rate in the US, you should be able to find someone who really loved their attorney (or their ex's!)
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